At present, water vapor from coal drying (particularly coal power drying) process is mostly discharged out into the atmosphere after de-dusting. There are generally two types of de-dusting techniques. One is dry de-dusting techniques, where the water vapor (generally containing a slight amount of non-condensable gas and a micro amount of coal dust) evaporated from the wet coal powder is purified by a bag filter and then directly discharged out into the atmosphere. By this way, the water vapor is not recycled. The other type is wet de-dusting technique, where the water vapor evaporated from the coal powder is lowered in temperature and de-dusted by way of cold water spaying by a wet dust collector and then directly discharged out into the atmosphere. Through this way, a part of water vapor may be recycled. However, a large amount of cold water is required for spaying. Furthermore, the recycled water contains impurities such as coal dust or the like, causing the water quality does not reach reuse standard. Considering the large amount of the water vapor from the coal drying process, there is a great value for recycling and purifying the water vapor for reusing.